+162.3%
SOXL vs NI
+96.9%
+65.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.3% |
| 7D | +3.9% | 0.0% | +3.8% | +3.9% |
| 30D | -14.3% | -1.4% | -12.9% | -13.2% |
| 3M | -45.6% | -10.6% | -35.0% | -40.9% |
| 6M | +117.2% | -9.3% | +126.5% | +130.3% |
| YTD | +189.8% | +1.1% | +188.7% | +180.1% |
| 1Y | +317.7% | +3.4% | +314.4% | +295.6% |
| 3Y | +478.6% | +67.9% | +410.8% | +261.1% |
| All | +162.3% | +96.9% | +65.4% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling